R: Robust Covariance Matrix Estimators

# Robust Covariance Matrix Estimators

## Documentation for package ‘sandwich’ version 2.3-4

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

bread | Bread for Sandwiches
bread.clm | Bread for Sandwiches
bread.coxph | Bread for Sandwiches
bread.gam | Bread for Sandwiches
bread.hurdle | Bread for Sandwiches
bread.lm | Bread for Sandwiches
bread.mlm | Bread for Sandwiches
bread.mlogit | Bread for Sandwiches
bread.nls | Bread for Sandwiches
bread.polr | Bread for Sandwiches
bread.rlm | Bread for Sandwiches
bread.survreg | Bread for Sandwiches
bread.zeroinfl | Bread for Sandwiches
bwAndrews | Kernel-based HAC Covariance Matrix Estimation
bwNeweyWest | Newey-West HAC Covariance Matrix Estimation
estfun | Extract Empirical Estimating Functions
estfun.clm | Extract Empirical Estimating Functions
estfun.coxph | Extract Empirical Estimating Functions
estfun.glm | Extract Empirical Estimating Functions
estfun.hurdle | Extract Empirical Estimating Functions
estfun.lm | Extract Empirical Estimating Functions
estfun.mlm | Extract Empirical Estimating Functions
estfun.mlogit | Extract Empirical Estimating Functions
estfun.nls | Extract Empirical Estimating Functions
estfun.polr | Extract Empirical Estimating Functions
estfun.rlm | Extract Empirical Estimating Functions
estfun.survreg | Extract Empirical Estimating Functions
estfun.zeroinfl | Extract Empirical Estimating Functions
Investment | US Investment Data
isoacf | Isotonic Autocorrelation Function
kernHAC | Kernel-based HAC Covariance Matrix Estimation
kweights | Kernel Weights
lrvar | Long-Run Variance of the Mean
meat | A Simple Meat Matrix Estimator
meatHAC | Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
meatHC | Heteroskedasticity-Consistent Covariance Matrix Estimation
NeweyWest | Newey-West HAC Covariance Matrix Estimation
pava.blocks | Isotonic Autocorrelation Function
PublicSchools | US Expenditures for Public Schools
sandwich | Making Sandwiches with Bread and Meat
vcovHAC | Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHAC.default | Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC | Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovHC.default | Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovHC.mlm | Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovOPG | Outer Product of Gradients Covariance Matrix Estimation
weave | Weighted Empirical Adaptive Variance Estimation
weightsAndrews | Kernel-based HAC Covariance Matrix Estimation
weightsLumley | Weighted Empirical Adaptive Variance Estimation